CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3375 |
1.3373 |
-0.0002 |
0.0% |
1.3450 |
| High |
1.3380 |
1.3414 |
0.0034 |
0.3% |
1.3488 |
| Low |
1.3375 |
1.3368 |
-0.0007 |
-0.1% |
1.3373 |
| Close |
1.3380 |
1.3414 |
0.0034 |
0.3% |
1.3380 |
| Range |
0.0005 |
0.0046 |
0.0041 |
820.0% |
0.0115 |
| ATR |
|
|
|
|
|
| Volume |
5 |
1 |
-4 |
-80.0% |
28 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3537 |
1.3521 |
1.3439 |
|
| R3 |
1.3491 |
1.3475 |
1.3427 |
|
| R2 |
1.3445 |
1.3445 |
1.3422 |
|
| R1 |
1.3429 |
1.3429 |
1.3418 |
1.3437 |
| PP |
1.3399 |
1.3399 |
1.3399 |
1.3403 |
| S1 |
1.3383 |
1.3383 |
1.3410 |
1.3391 |
| S2 |
1.3353 |
1.3353 |
1.3406 |
|
| S3 |
1.3307 |
1.3337 |
1.3401 |
|
| S4 |
1.3261 |
1.3291 |
1.3389 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3759 |
1.3684 |
1.3443 |
|
| R3 |
1.3644 |
1.3569 |
1.3412 |
|
| R2 |
1.3529 |
1.3529 |
1.3401 |
|
| R1 |
1.3454 |
1.3454 |
1.3391 |
1.3434 |
| PP |
1.3414 |
1.3414 |
1.3414 |
1.3404 |
| S1 |
1.3339 |
1.3339 |
1.3369 |
1.3319 |
| S2 |
1.3299 |
1.3299 |
1.3359 |
|
| S3 |
1.3184 |
1.3224 |
1.3348 |
|
| S4 |
1.3069 |
1.3109 |
1.3317 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3610 |
|
2.618 |
1.3534 |
|
1.618 |
1.3488 |
|
1.000 |
1.3460 |
|
0.618 |
1.3442 |
|
HIGH |
1.3414 |
|
0.618 |
1.3396 |
|
0.500 |
1.3391 |
|
0.382 |
1.3386 |
|
LOW |
1.3368 |
|
0.618 |
1.3340 |
|
1.000 |
1.3322 |
|
1.618 |
1.3294 |
|
2.618 |
1.3248 |
|
4.250 |
1.3173 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3406 |
1.3406 |
| PP |
1.3399 |
1.3399 |
| S1 |
1.3391 |
1.3391 |
|